There is a growing trend for health awareness. This awareness has led to various approaches for different types of exercise. A particularly superior type of exercise which has been recognized in recent times is climbing. In my U.S. Pat. Nos. 4,340,218; 4,561,652; 4,659,075; and 4,648,593, I have disclosed various approaches for achieving the simulation of climbing. In general, these approaches involve the use of a platform which functions as a single step whereby the user may repeatedly step up and step down from the platform in an exercise program. One of the advantages of such an exercise program would be the capability of adjusting the height of the platform so as to control the degree to which the user must step up and down. For example, in a progressive program a relative low height may be initially used and then the height could be gradually increased. The height adjustability would also be desirable to render the device usable for different size persons.